+391.9%
BAC vs AU
+694.8%
-303.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.2% |
| 7D | -0.3% | -7.0% | +6.7% | -0.3% |
| 30D | -1.8% | +7.3% | -9.0% | -1.7% |
| 3M | +15.3% | +33.2% | -17.9% | +15.4% |
| 6M | +30.2% | -0.6% | +30.8% | +30.1% |
| YTD | +15.6% | +26.2% | -10.6% | +15.7% |
| 1Y | +27.5% | +68.3% | -40.8% | +28.0% |
| 3Y | +137.0% | +592.1% | -455.1% | +142.3% |
| 5Y | +75.6% | +685.3% | -609.7% | +81.1% |
| All | +391.9% | +694.8% | -303.0% | +465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling